quasi

Member for 10 years, 11 months
Last seen more than a month ago

United States

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stochastic-processes

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Score Activity Newest

17

Strictly local martingales: what is the intuition behind them?

Jan 8, 2015

7

Ito's formula for Jump process

Jun 30, 2015

6

Does risk-neutral measure have anything to deal with risk-neutrality in utility theory?

Mar 26, 2014

6

Simple question about stochastic differential

Dec 11, 2012

5

Definition of orthogonality and independence for a stochastic processes

Mar 23, 2014

Questions

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13

Are BSDE's used in practice?

Mar 22, 2013

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stochastic-processes

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martingale

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stochastic-calculus

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simulations

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intuition

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